I think that'd be good if there's some explanation somewhere in C# docs.
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Thanks for pointing this out @mrmowji
Updating the tour of C# section is on our list of upcoming tasks. We'll address this as part of that work.
@mrmowji: To answer your question: C# allows unsafe array covariance in some cases. For example, a string[] reference may be stored in a variable of type object[] even though writing a non-string via the variable would crash. Also, the CLR allows references to int[] to be stored in a variable of type uint[], and similarly for other integral types.